-38.5%
TAIL vs VOO
+82.4%
-120.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | -0.3% |
| 7D | -0.3% | +0.5% | -0.8% | +0.1% |
| 30D | -1.4% | -0.9% | -0.5% | -2.0% |
| 3M | -4.2% | +3.9% | -8.1% | -1.5% |
| 6M | -12.5% | +14.5% | -27.0% | -3.4% |
| YTD | -10.1% | +13.0% | -23.0% | -1.5% |
| 1Y | -12.5% | +19.4% | -31.9% | -0.1% |
| 3Y | -14.7% | +78.9% | -93.5% | +32.1% |
| All | -38.5% | +82.4% | -120.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling